Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.38% | 5.35 CHF | 5.37 CHF | 50,000 | 50,000 | 49,777 | 49,777 | 264,771 CHF | 265,767 CHF | 99.07% | 99.07% |
15/04/2025 | 0.39% | 5.30 CHF | 5.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 259,173 CHF | 260,173 CHF | 99.78% | 99.78% |
14/04/2025 | 0.40% | 5.02 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,682 CHF | 249,682 CHF | 100.00% | 100.00% |
11/04/2025 | 0.45% | 4.76 CHF | 4.78 CHF | 50,000 | 50,000 | 47,670 | 47,670 | 225,000 CHF | 225,965 CHF | 98.66% | 98.66% |
10/04/2025 | 0.65% | 4.98 CHF | 5.01 CHF | 50,000 | 50,000 | 43,222 | 42,447 | 219,728 CHF | 216,983 CHF | 92.47% | 92.47% |
09/04/2025 | 0.75% | 4.59 CHF | 4.62 CHF | 20,000 | 20,000 | 20,000 | 15,679 | 91,976 CHF | 72,297 CHF | 93.54% | 93.54% |
08/04/2025 | 0.58% | 5.04 CHF | 5.06 CHF | 25,000 | 25,000 | 22,682 | 22,682 | 111,475 CHF | 112,113 CHF | 95.82% | 95.82% |
07/04/2025 | 0.94% | 4.55 CHF | 4.60 CHF | 20,000 | 5,000 | 20,000 | 7,646 | 92,314 CHF | 35,696 CHF | 77.99% | 77.99% |
04/04/2025 | 0.52% | 5.16 CHF | 5.18 CHF | 25,000 | 25,000 | 22,052 | 22,052 | 118,916 CHF | 119,530 CHF | 89.37% | 89.37% |
03/04/2025 | 0.46% | 5.98 CHF | 6.01 CHF | 20,000 | 20,000 | 23,533 | 23,533 | 141,776 CHF | 142,406 CHF | 98.07% | 98.07% |